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Finance --- Estimation theory --- Beta coefficient --- Econometric models --- 330.105 --- -Kalman filtering --- AA / International- internationaal --- 305.974 --- Filtering, Kalman --- Control theory --- Prediction theory --- Stochastic processes --- Funding --- Funds --- Economics --- Currency question --- Estimating techniques --- Least squares --- Mathematical statistics --- Wiskundige economie. Wiskundige methoden in de economie --- Time varying coefficients. Kalman Filter. --- Estimation theory. --- Kalman filtering. --- Econometric models. --- 330.105 Wiskundige economie. Wiskundige methoden in de economie --- Kalman filtering --- Time varying coefficients. Kalman Filter --- Finance - Econometric models

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This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With fourteen chapters from twenty-three contributors, it offers a unique synthesis of state space methods and unobserved component models that are important in a wide range of subjects, including economics, finance, environmental science, medicine and engineering. The book is divided into four sections: introductory papers, testing, Bayesian inference and the bootstrap, and applications. It will give those unfamiliar with state space models a flavour of the work being carried out as well as providing experts with valuable state of the art summaries of different topics. Offering a useful reference for all, this accessible volume makes a significant contribution to the literature of this discipline.

State-space methods --- System analysis --- Congresses --- AA / International- internationaal --- 304.5 --- 303.5 --- 305.974 --- -System analysis --- -003 --- Network theory --- Systems analysis --- System theory --- Mathematical optimization --- Techniek van de statistische-econometrische voorspellingen. Prognose in de econometrie. --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). --- Time varying coefficients. Kalman Filter. --- Conferences - Meetings --- 003 --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Techniek van de statistische-econometrische voorspellingen. Prognose in de econometrie --- Time varying coefficients. Kalman Filter --- Business, Economy and Management --- Economics --- State-space methods - Congresses --- System analysis - Congresses --- Quantitative methods (economics) --- econometrie

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"Hayashi's Econometrics introduces first-year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results."

Quantitative methods (economics) --- Econometrics. --- Econométrie --- Econometrics --- 330.115 --- AA / International- internationaal --- 303.0 --- 305.970 --- 303.6 --- 303.2 --- 303.5 --- 305.974 --- 330.015195 --- #SBIB:303H66 --- Economics, Mathematical --- Statistics --- Econometrie --- Kwantitatieve methoden (economie) --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM. --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). --- Time varying coefficients. Kalman Filter. --- 330.115 Econometrie --- Econométrie --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Time varying coefficients. Kalman Filter --- Économétrie --- Économétrie

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This paper uses the night lights (satellite imagery from outer space) approach to estimate growth in and levels of subnational 2013 gross domestic product for 47 counties in Kenya and 30 districts in Rwanda. Estimating subnational gross domestic product is consequential for three reasons. First, there is strong policy interest in how growth can occur in different parts of countries, so that communities can share in national prosperity and not get left behind. Second, subnational entities want to understand how they stack up against their neighbors and competitors, and how much they contribute to national gross domestic product. Third, such information could help private investors to assess where to undertake investments. Using night lights has the advantage of seeing a new and more accurate estimation of informal activity, and being independent of official data. However, the approach may underestimate economic activity in sectors that are largely unlit notably agriculture. For Kenya, the results of the analysis affirm that Nairobi County is the largest contributor to national gross domestic product. However, at 13 percent, this contribution is lower than commonly thought. For Rwanda, the three districts of Kigali account for 40 percent of national gross domestic product, underscoring the lower scale of economic activity in the rest of the country. To get a composite picture of subnational economic activity, especially in the context of rapidly improving official statistics in Kenya and Rwanda, it is important to estimate subnational gross domestic product using standard approaches (production, expenditure, income).

Agricultural output --- Agricultural performance --- Agricultural sector --- Agriculture --- Annual growth --- Annual growth rate --- Cities --- City --- Coefficients --- Consumption --- Criteria --- Development indicators --- Development policy --- Diseconomies of scale --- Distribution of income --- District --- District administrations --- District level --- District-level --- Economic activity --- Economic decline --- Economic downturns --- Economic growth --- Economic theory & research --- Economics --- Elasticity --- Empirical model --- Estimation method --- Financial crisis --- Fiscal management --- Fixed effects --- GDP --- GDP per capita --- Gross domestic product --- Growth --- Growth rate --- Growth rates --- Household surveys --- Incentives --- Incidence of poverty --- Indicators --- Informal economy --- Inputs --- Long-term growth --- Macroeconomics --- Macroeconomics and economic growth --- National poverty line --- Policy research --- Poverty --- Poverty impact evaluation --- Poverty levels --- Poverty line --- Poverty reduction --- Pro-poor growth --- Provinces --- Real GDP --- Resource allocation --- Revenue --- Revenue allocation --- Revenue sharing --- Revenue sharing formula --- Revenue-raising capacity --- Subnational entities --- Subnational governments --- Subnational unit --- Surveys --- Tax --- Underestimates --- Urban areas --- Wealth